Trinomial tree based option pricing model in supply chain financing
From MaRDI portal
Publication:6148712
DOI10.1007/s10479-021-04294-8OpenAlexW3214391774MaRDI QIDQ6148712
Carman K. M. Lee, Zhang Shuzhu, Huo Yunzhang
Publication date: 8 February 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-021-04294-8
Transportation, logistics and supply chain management (90B06) Derivative securities (option pricing, hedging, etc.) (91G20)
Cites Work
- Unnamed Item
- Option pricing and coordination in the fresh produce supply chain with portfolio contracts
- Optimal Stackelberg strategies for financing a supply chain through online peer-to-peer lending
- Optimal operational strategies of capital-constrained supply chain with logistics service and price dependent demand under 3PL financing service
- Retailer's pricing and lot sizing policy for exponentially deteriorating products under condition of permissible delay in payments
- Modeling of financial supply chain
- Coordinating loan strategies for supply chain financing with limited credit
- Multinomial Approximating Models for Options with k State Variables
- Stochastic integral
- Financing and coordination strategies for a manufacturer with limited operating and green innovation capital: bank credit financing versus supplier green investment
- Supply chain financing using blockchain: impacts on supply chains selling fashionable products
This page was built for publication: Trinomial tree based option pricing model in supply chain financing